Skip to main content
V-Lab

S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, April 15th, 2026

1 Day

11.98%

decreased by 21.66%

1 Week

14.19%

decreased by 19.45%

1 Month

26.84%

decreased by 6.80%

Analysis last updated: Tuesday, April 14, 2026 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Industrial Metals Spot Index MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time